+470.6%
SYY vs RCAT
-100.0%
+570.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | 0.0% | +7.2% | -7.2% | 0.0% |
| 30D | -2.2% | -20.4% | +18.2% | -2.2% |
| 3M | -8.0% | -59.8% | +51.7% | -7.9% |
| 6M | +7.5% | -61.9% | +69.4% | +7.6% |
| YTD | +7.4% | -45.9% | +53.3% | +7.5% |
| 1Y | +4.9% | -50.5% | +55.4% | +4.9% |
| 3Y | +24.1% | +387.5% | -363.4% | +23.3% |
| 5Y | +13.4% | +70.9% | -57.5% | +12.7% |
| 10Y | +87.5% | -99.7% | +187.3% | +83.8% |
| All | +470.6% | -100.0% | +570.6% | +435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling